Table 2.
An example showing that IPW-S approach, in general, cannot be used for partial testing when covariates are correlated and under violation of positivity. UNADJ - the naive use of the Cox regression that ignores truncation. The correlated covariates are is the bias of estimates SD is defined as in Table 1. SEa is the analytical estimate of SE. size is the size of 0.05% test for H0 : β2 = 0 based on normal approximation and SEa. The results are based on 1000 replications. *− results for IPW-SA are based on 200 replications. r(1000) is an nth-order statistic of in the samples with n = 1000.
| β1 = 2 | β2 = 0 | |||||||
|---|---|---|---|---|---|---|---|---|
| No violation of positivity
assumption: R ~ Gamma(1.4, 0.27), P(T > R) = 0.15, average P(T > r(1000)) = 0.0005 | ||||||||
| n | SD | SEa | SD | SEa | size | |||
| IPW-S | 100 | 0.029 | 0.218 | 0.209 | 0.008 | 0.244 | 0.227 | 0.072 |
| 300 | 0.013 | 0.115 | 0.116 | −0.001 | 0.134 | 0.130 | 0.048 | |
| 500 | 0.010 | 0.092 | 0.090 | 0.004 | 0.107 | 0.101 | 0.062 | |
| 1000 | 0.001 | 0.065 | 0.064 | −0.001 | 0.070 | 0.072 | 0.048 | |
| UNADJ | 1000 | −0.130 | 0.061 | 0.059 | 0.000 | 0.065 | 0.066 | 0.042 |
| Light violation of positivity
assumption: R ~ Unif[0, 1.5], P(T > R) = 0.562, average P(T > r(1000)) = 0.28, a0 = 0.11 | ||||||||
| n | SD | SEa | SD | SEa | size | |||
| IPW-S | 100 | −0.263 | 0.246 | 0.225 | −0.054 | 0.323 | 0.300 | 0.063 |
| 300 | −0.277 | 0.137 | 0.133 | −0.046 | 0.201 | 0.189 | 0.069 | |
| 500 | −0.284 | 0.108 | 0.104 | −0.052 | 0.151 | 0.149 | 0.060 | |
| 1000 | −0.286 | 0.080 | 0.076 | −0.050 | 0.123 | 0.122 | 0.101 | |
| UNADJ | 1000 | −0.609 | 0.057 | 0.058 | −0.063 | 0.074 | 0.068 | 0.173 |
| Heavy violation of positivity
assumption: R ~ Unif [0, 0.8], P(T > R) = 0.73, P(T > r(1000)) = 0.49, a0 = 0.527 | ||||||||
| n | SD | SEa | SD | SEa | size | |||
| IPW-S | 100 | −0.539 | 0.274 | 0.287 | −0.083 | 0.381 | 0.400 | 0.063 |
| 300 | −0.545 | 0.158 | 0.160 | −0.086 | 0.233 | 0.223 | 0.065 | |
| 500 | −0.554 | 0.124 | 0.133 | −0.077 | 0.195 | 0.180 | 0.084 | |
| 1000 | −0.551 | 0.091 | 0.092 | −0.078 | 0.143 | 0.135 | 0.100 | |
| UNADJ | 1000 | −0.911 | 0.056 | 0.057 | −0.070 | 0.071 | 0.069 | 0.176 |
| *Under heavy violation of positivity using true a0 = 0.527 | ||||||||
| n | SD | SD | ||||||
| IPW-SA | 100 | 0.023 | 0.297 | −0.055 | 0.430 | |||
| 300 | 0.003 | 0.148 | −0.040 | 0.272 | ||||
| 500 | 0.009 | 0.124 | 0.001 | 0.216 | ||||
| 1000 | 0.003 | 0.087 | 0.001 | 0.164 | ||||